Karatzas, Ioannis.

Methods of mathematical finance/ Ioannis Karatzas, Steven E. Shreve. - New York: Springer, c1998. - xv, 407 p.; 25 cm. - Applications of mathematics; 39. .

Includes bibliographical references ([371]-402) and index.

0387948392 (alk. paper)

98014284


Business mathematics.
Finance---Mathematical models.
Brownian motion processes.
Contingent valuation.-

519 / K18m